+1,237.3%
RRC vs BG
+1,131.5%
+105.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +1.3% | +2.8% | -1.5% | -0.1% |
| 30D | +10.1% | +12.0% | -1.9% | +4.0% |
| 3M | +4.0% | -7.7% | +11.7% | +7.3% |
| 6M | +1.6% | +4.5% | -2.9% | -1.8% |
| YTD | +19.7% | +35.7% | -16.0% | +1.2% |
| 1Y | +21.4% | +50.1% | -28.7% | -3.2% |
| 3Y | +29.7% | +12.6% | +17.1% | +15.9% |
| 5Y | +153.9% | +75.4% | +78.4% | +83.5% |
| 10Y | +10.8% | +150.5% | -139.7% | -37.2% |
| All | +1,237.3% | +1,131.5% | +105.9% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling